Hello,
I just got the example on the following page working:
Note: it is in Spanish. Using google translate for the text is fine, but pop back to the original page to grab the Arduino and Processing code - translation does something funny to the code and introduces nuisance spaces.
The Arduino circuit is just:
Bluetooth module TX to Arduino RX
Bluetooth module RX to Arduino TX
Bluetooth module V to Arduino 3.3/5V as appropriate
Bluetooth module GND to Arduino GND
Good luck
Alex